設二維隨機變數(x,y)的概率密度函數為f(x,y)={ Asin(x+y),0

設二維隨機變數(x,y)的概率密度函數為f(x,y)={ Asin(x+y),0

根據概率密度函數的積分=1,可以算出A的值.即:∫∫f(x,y)dx dy = 1(∫均從-∞積分到+∞).
則從題中已知條件可得,
+∞π/2
∫∫f(x,y)dx dy =∫∫A sin(x+y)dx dy(x,y均從0到π/2積分)
-∞0
π/2
= A∫-[cos(π/2+y)- cos(0+y)] dy
0
π/2
= A∫[sin(y)+ cos(y)] dy
0
= A [cos0 - cos(π/2)+ sin(π/2)- sin0]
= 2A = 1
所以A = 1/2.
f(x,y)= 1/2 sin(x+y),…
+∞
x的邊緣分佈密度fX(x)=∫f(x,y)dy
-∞
π/2
= 1/2∫sin(x+y)dy
0
= 1/2 [-cos(x+π/2)+ cos(x+0)]
= 1/2 [sin(x)+ cos(x)]
+∞
同理可以算得y的邊緣分佈密度fY(y)=∫f(x,y)dx
-∞
π/2
= 1/2∫sin(x+y)dx
0
= 1/2 [-cos(y+π/2)+ cos(y+0)]
= 1/2 [sin(y)+ cos(y)]
對於x不在[0,π/2],y不在[0,π/2]的,都等於0.